Abstract
In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can be calculated by simply solving a single equation. Therefore, this procedure is easy to implement. Wilks' theorem for the empirical likelihood ratio statistic is proved and a simulation study is conducted to compare the performance of the proposed method with other methods.
Original language | English (US) |
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Pages (from-to) | 1520-1531 |
Number of pages | 12 |
Journal | Journal of Multivariate Analysis |
Volume | 101 |
Issue number | 6 |
DOIs | |
State | Published - Jul 2010 |
Keywords
- Confidence interval
- Empirical likelihood
- Jackknife
- ROC curve